daytrend

12/27/2016

Filed under: Market Stats — daytrend @ 2:58 pm

Market Stats at 2:57 pm ET
by daytrend on 20161227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 880.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20161227 2:57 pm ET)
43.2% of stocks are above yesterday’s high.
79.7% are above yesterday’s midpoint. (20.3% are below.)
4.2% are below yesterday’s low.
52.6% are inside yesterday’s range.
79.5% of stocks with today’s high > yesterday’s high. (20.5% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20161227 2:57 pm ET)
63.4% of stocks are above today’s open. (34.5% are below).
61.1% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
23.5% of stocks opened above yesterday’s high.
73.4% of stocks opened above yesterday’s close. (20.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161227 2:57 pm ET)
9.8% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
53.6% are in the top half. 46.4% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20161227 2:57 pm ET)
76.8% of stocks are above yesterday’s close. (23.2% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
2.3% are up 3.5% or more. 0.1% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY (20161227 2:57 pm ET)
2-day: >=95:7.5%…>=90:15.5%…>=80:32.2%…>=50:71.6%…<=20:9.8%…<=10:4.5%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:64.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:67.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161227 2:57 pm ET)
43.2% above previous 1 highs, 4.2% below previous 1 lows
27.7% above previous 2 highs, 2.3% below previous 2 lows
18.0% above previous 3 highs, 1.7% below previous 3 lows
14.0% above previous 4 highs, 1.4% below previous 4 lows
13.1% above previous 5 highs, 1.3% below previous 5 lows
11.6% above previous 6 highs, 1.3% below previous 6 lows
10.6% above previous 7 highs, 1.3% below previous 7 lows
8.8% above previous 8 highs, 1.1% below previous 8 lows
7.7% above previous 9 highs, 1.1% below previous 9 lows
6.9% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161227 2:57 pm ET)
76.8% are above or equal to 12/23 close (1 days ago), 23.2% are below.
76.4% are above or equal to 12/22 close (2 days ago), 23.6% are below.
55.8% are above or equal to 12/21 close (3 days ago), 44.2% are below.
46.0% are above or equal to 12/20 close (4 days ago), 54.0% are below.
57.5% are above or equal to 12/19 close (5 days ago), 42.5% are below.
62.7% are above or equal to 12/16 close (6 days ago), 37.3% are below.
60.9% are above or equal to 12/15 close (7 days ago), 39.1% are below.
63.2% are above or equal to 12/14 close (8 days ago), 36.8% are below.
44.0% are above or equal to 12/13 close (9 days ago), 56.0% are below.
47.0% are above or equal to 12/12 close (10 days ago), 53.0% are below.
41.3% are above or equal to 12/9 close (11 days ago), 58.8% are below.
41.5% are above or equal to 12/8 close (12 days ago), 58.5% are below.
49.5% are above or equal to 12/7 close (13 days ago), 50.5% are below.
60.9% are above or equal to 12/6 close (14 days ago), 39.1% are below.
66.3% are above or equal to 12/5 close (15 days ago), 33.8% are below.
73.1% are above or equal to 12/2 close (16 days ago), 26.9% are below.
73.2% are above or equal to 12/1 close (17 days ago), 26.8% are below.
67.6% are above or equal to 11/30 close (18 days ago), 32.4% are below.
64.5% are above or equal to 11/29 close (19 days ago), 35.5% are below.
66.0% are above or equal to 11/28 close (20 days ago), 34.0% are below.
61.3% are above or equal to 11/25 close (21 days ago), 38.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161227 2:57 pm ET)
20d: 10.8% new highs, 1.7% new lows
21d: 10.8% new highs, 1.7% new lows
42d: 8.6% new highs, 0.6% new lows
63d: 7.3% new highs, 0.6% new lows
126d: 5.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161227 2:57 pm ET)
2-day: 75.2% above, 24.8% below
3-day: 78.1% above, 21.9% below
4-day: 69.2% above, 30.8% below
5-day: 60.3% above, 39.7% below
8-day: 62.0% above, 38.0% below
10-day: 59.0% above, 41.0% below
20-day: 62.0% above, 38.0% below
50-day: 72.7% above, 27.3% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161227 2:57 pm ET)
META(28): 1.93% Top=AG SSRI AGI PAAS FMSA TAHO CDE AEM ….. CENX CNX AKS STLD NEM FCX ARNC CLF=Bottom (Metals & Mining)
ELEC(49): 1.20% Top=FIT CSIQ NVDA SPWR HIMX FSLR AMD AMKR ….. TEL CY MCHP QRVO FLEX OCLR SIMO AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 0.87% Top=SUM EXP LEN MDR MLM VMC TOL DAR ….. FAST USG RSG TPH WCN WM SRCL WY=Bottom (Materials & Construction)
CHEM(25): 0.83% Top=CF POT MOS PAH GRA FMC PPG RPM ….. ALB SHW CE EMN HUN SMG OLN CC=Bottom (Chemicals/Fertilizers)
COSW(83): 0.76% Top=YELP SHOP ZEN WB VIPS FTNT JD WUBA ….. SQ CRM VMW HPE TTWO FFIV RHT TTD=Bottom (Computer Software/Internet)
COHW(37): 0.69% Top=VG S ACIA TDC BBRY CIEN ANET TDS ….. T INFN COMM WDC HRS BCE PANW SSYS=Bottom (Computer Hardware/Telecom)
RETA(62): 0.65% Top=GNC W NFLX GES ETSY GME TIF AMZN ….. CHS TLRD TJX DLTR WFM LB BURL JCP=Bottom (Retail & Specialty Retail)
ENER(95): 0.52% Top=CRC RIG EEP EPE MTDR SHLX ATW BBG ….. TSO SXL NFX MMP RICE ETE GPOR SN=Bottom (Energy)
TRAN(26): 0.50% Top=BRS DAL WAB KSU GWR CSX JBHT UNP ….. UPS LUV UAL SAVE CHRW TRN FDX NAT=Bottom (Transportation)
MANU(38): 0.46% Top=FLS MWA ATI CFX BWXT DOV TTC AGCO ….. DCI DHR CMI SWK NDSN DDD XYL KMT=Bottom (Manufacturing)
FINA(92): 0.43% Top=BOFI WETF LM OZRK OMF SLM WDR SEIC ….. APO LADR RJF NSAM BEN LAZ EFX BX=Bottom (Banks/Financials)
CONS(52): 0.39% Top=CRI TPX KATE WHR TUP KS CLX VFC ….. EL CL HAS PG GOLF FOSL NKE MAT=Bottom (Consumer)
HEAL(47): 0.29% Top=PRXL COO ABMD ESRX ZBH VWR A VAR ….. HLS IRWD ANTM BKD XRAY UHS THC ACHC=Bottom (Health)
INSU(35): 0.21% Top=MET AIZ MBI AFL AIG PRU XL FNF ….. RGA AJG SLF L MMC AON AGO CLGX=Bottom (Insurance)
DISV(45): 0.16% Top=MMS CXW HRB WOOF MYGN ZTO ATHN R ….. SERV INFO RRD TRU YY CAR WTW RBA=Bottom (Diversified Services)
REAL(106): 0.15% Top=CBL GEO MAC VTR AVB ALLY JLL DOC ….. ARR AIV NLY GLPI CYS NRZ MGP TWO=Bottom (Real Estate)
LEIS(34): 0.01% Top=SEAS TXRH SHAK LQ WEN YUM QSR MTN ….. WYN CMG CCL DNKN GPRO BYD MGM RRR=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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